2015-01-05 |
MARKET DATA |
No 2 (2533) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 067,50 |
1 164,79 |
80 |
155,00 |
179,47 |
4 |
1 222,50 |
1 344,26 |
84 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0415 |
PL0000105953 |
101,12 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,08 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,48 |
103,52 |
103,520 |
103,520 |
103,520 |
103,520 |
103,520 |
50 000 |
52,41 |
1 |
OK0116 |
PL0000107587 |
98,20 |
98,19 |
98,180 |
98,200 |
98,180 |
98,200 |
98,182 |
102 500 |
100,64 |
5 |
PS0416 |
PL0000106340 |
104,17 |
104,15 |
104,170 |
104,170 |
104,170 |
104,170 |
104,170 |
5 000 |
5,39 |
1 |
OK0716 |
PL0000107926 |
97,41 |
97,38 |
97,390 |
97,390 |
97,390 |
97,390 |
97,390 |
25 000 |
24,35 |
1 |
PS1016 |
PL0000106795 |
105,43 |
105,34 |
105,430 |
105,430 |
105,430 |
105,430 |
105,430 |
15 000 |
15,96 |
1 |
PS0417 |
PL0000107058 |
106,72 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,45 |
109,34 |
109,490 |
109,490 |
109,490 |
109,490 |
109,490 |
5 000 |
5,53 |
1 |
PS0418 |
PL0000107314 |
106,04 |
105,90 |
105,950 |
105,950 |
105,950 |
105,950 |
105,950 |
10 000 |
10,86 |
1 |
PS0718 |
PL0000107595 |
102,05 |
101,93 |
102,000 |
102,050 |
101,930 |
102,040 |
102,019 |
70 000 |
72,21 |
5 |
PS0719 |
PL0000108148 |
105,46 |
105,24 |
105,370 |
105,500 |
105,290 |
105,500 |
105,390 |
270 000 |
288,57 |
22 |
DS1019 |
PL0000105441 |
116,12 |
115,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,24 |
116,86 |
117,250 |
117,250 |
117,220 |
117,220 |
117,235 |
20 000 |
23,66 |
2 |
DS1021 |
PL0000106670 |
122,62 |
122,35 |
122,420 |
122,460 |
122,420 |
122,460 |
122,452 |
60 000 |
74,18 |
6 |
WS0922 |
PL0000102646 |
125,00 |
124,55 |
124,790 |
125,000 |
124,790 |
125,000 |
124,839 |
85 000 |
107,55 |
7 |
DS1023 |
PL0000107264 |
113,85 |
113,47 |
113,600 |
113,910 |
113,600 |
113,910 |
113,695 |
160 000 |
183,23 |
13 |
DS0725 |
PL0000108197 |
108,25 |
107,74 |
107,950 |
108,250 |
107,950 |
108,250 |
108,120 |
50 000 |
54,80 |
5 |
WS0428 |
PL0000107611 |
102,94 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,19 |
137,26 |
137,350 |
137,540 |
137,350 |
137,540 |
137,413 |
15 000 |
21,22 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,32 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,05 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
20 000 |
20,25 |
1 |
WZ0118 |
PL0000104717 |
99,82 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,55 |
99,55 |
99,560 |
99,560 |
99,560 |
99,560 |
99,560 |
10 000 |
10,08 |
1 |
WZ0121 |
PL0000106068 |
98,69 |
98,63 |
98,650 |
98,650 |
98,650 |
98,650 |
98,650 |
10 000 |
9,99 |
1 |
WZ0124 |
PL0000107454 |
97,52 |
97,52 |
97,520 |
97,520 |
97,520 |
97,520 |
97,520 |
85 000 |
83,93 |
4 |
TOTAL |
1 067 500 |
1 164,79 |
80 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,10 |
101,20 |
1,66 |
1,34 |
101,15 |
1,50 |
OK0715 |
PL0000107405 |
99,06 |
99,18 |
1,75 |
1,52 |
99,12 |
1,64 |
DS1015 |
PL0000103602 |
103,45 |
103,55 |
1,81 |
1,69 |
103,50 |
1,75 |
OK0116 |
PL0000107587 |
98,15 |
98,23 |
1,80 |
1,72 |
98,19 |
1,76 |
PS0416 |
PL0000106340 |
104,11 |
104,20 |
1,75 |
1,68 |
104,16 |
1,71 |
OK0716 |
PL0000107926 |
97,32 |
97,43 |
1,77 |
1,70 |
97,38 |
1,73 |
IZ0816 |
PL0000103529 |
102,91 |
103,54 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
105,25 |
105,39 |
1,75 |
1,67 |
105,32 |
1,71 |
WZ0117 |
PL0000106936 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,62 |
106,78 |
1,77 |
1,70 |
106,70 |
1,74 |
DS1017 |
PL0000104543 |
109,33 |
109,46 |
1,79 |
1,75 |
109,40 |
1,77 |
WZ0118 |
PL0000104717 |
99,74 |
99,90 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,09 |
1,88 |
1,82 |
106,01 |
1,85 |
PS0718 |
PL0000107595 |
101,89 |
102,09 |
1,94 |
1,88 |
101,99 |
1,91 |
WZ0119 |
PL0000107603 |
99,43 |
99,61 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
105,20 |
105,45 |
2,04 |
1,98 |
105,33 |
2,01 |
DS1019 |
PL0000105441 |
115,64 |
115,93 |
2,04 |
1,98 |
115,79 |
2,01 |
DS1020 |
PL0000106126 |
116,85 |
117,16 |
2,12 |
2,07 |
117,01 |
2,10 |
WZ0121 |
PL0000106068 |
98,57 |
98,82 |
--- |
--- |
98,70 |
--- |
DS1021 |
PL0000106670 |
122,27 |
122,60 |
2,18 |
2,14 |
122,44 |
2,16 |
WS0922 |
PL0000102646 |
124,38 |
124,74 |
2,26 |
2,22 |
124,56 |
2,24 |
IZ0823 |
PL0000105359 |
111,52 |
114,73 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
113,32 |
113,66 |
2,31 |
2,27 |
113,49 |
2,29 |
WZ0124 |
PL0000107454 |
97,45 |
97,69 |
--- |
--- |
97,57 |
--- |
DS0725 |
PL0000108197 |
107,57 |
107,92 |
2,42 |
2,39 |
107,75 |
2,41 |
WS0429 |
PL0000105391 |
137,03 |
137,82 |
2,61 |
2,55 |
137,43 |
2,58 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,10 |
101,18 |
1,66 |
1,40 |
101,14 |
1,53 |
OK0715 |
PL0000107405 |
99,07 |
99,19 |
1,73 |
1,51 |
99,13 |
1,62 |
DS1015 |
PL0000103602 |
103,47 |
103,55 |
1,78 |
1,69 |
103,51 |
1,73 |
OK0116 |
PL0000107587 |
98,18 |
98,25 |
1,77 |
1,70 |
98,22 |
1,73 |
PS0416 |
PL0000106340 |
104,13 |
104,25 |
1,73 |
1,64 |
104,19 |
1,69 |
OK0716 |
PL0000107926 |
97,37 |
97,47 |
1,74 |
1,67 |
97,42 |
1,71 |
IZ0816 |
PL0000103529 |
102,96 |
103,55 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,45 |
1,72 |
1,64 |
105,37 |
1,68 |
WZ0117 |
PL0000106936 |
99,99 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,66 |
106,80 |
1,76 |
1,70 |
106,73 |
1,73 |
DS1017 |
PL0000104543 |
109,37 |
109,56 |
1,78 |
1,71 |
109,47 |
1,74 |
WZ0118 |
PL0000104717 |
99,79 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
105,96 |
106,20 |
1,86 |
1,79 |
106,08 |
1,83 |
PS0718 |
PL0000107595 |
101,99 |
102,22 |
1,91 |
1,84 |
102,11 |
1,88 |
WZ0119 |
PL0000107603 |
99,51 |
99,64 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
105,38 |
105,57 |
2,00 |
1,95 |
105,48 |
1,97 |
DS1019 |
PL0000105441 |
115,84 |
116,11 |
2,00 |
1,95 |
115,98 |
1,97 |
DS1020 |
PL0000106126 |
117,15 |
117,33 |
2,07 |
2,04 |
117,24 |
2,06 |
WZ0121 |
PL0000106068 |
98,65 |
98,82 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
122,48 |
122,81 |
2,15 |
2,11 |
122,65 |
2,13 |
WS0922 |
PL0000102646 |
124,73 |
125,13 |
2,22 |
2,17 |
124,93 |
2,19 |
IZ0823 |
PL0000105359 |
111,92 |
113,57 |
--- |
--- |
112,75 |
--- |
DS1023 |
PL0000107264 |
113,68 |
113,95 |
2,26 |
2,23 |
113,82 |
2,25 |
WZ0124 |
PL0000107454 |
97,47 |
97,58 |
--- |
--- |
97,53 |
--- |
DS0725 |
PL0000108197 |
108,05 |
108,32 |
2,37 |
2,35 |
108,19 |
2,36 |
WS0429 |
PL0000105391 |
137,68 |
138,45 |
2,56 |
2,51 |
138,07 |
2,54 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
2/9 |
7 |
1,800 |
1,800 |
1,800 |
40 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,800 |
1,800 |
1,800 |
105 |
OK0715 |
PL0000107405 |
2/9 |
7 |
1,750 |
1,750 |
1,750 |
10 |
TOTAL |
155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.